-17.5%
RUN vs CASY
+677.4%
-694.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -15.3% | -11.3% | -3.9% | -11.7% |
| 3M | -40.0% | -0.6% | -39.4% | -41.6% |
| 6M | -27.0% | +10.7% | -37.7% | -32.1% |
| YTD | -51.7% | +37.1% | -88.8% | -59.1% |
| 1Y | -45.9% | +52.3% | -98.2% | -56.5% |
| 3Y | -43.8% | +215.2% | -259.0% | -68.4% |
| 5Y | -80.5% | +276.5% | -357.0% | -89.8% |
| 10Y | +45.3% | +508.4% | -463.1% | -38.2% |
| All | -17.5% | +677.4% | -694.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling